I've created a web page for the New York State unfinished railroads, at http://russnelson.com/unfinished-railroads.html" onclick="window.open(this.href);return false; . If somebody does the same thing for the New England unfinisheds, I'd be happy to add a link to it on my page.
I know of two in and near my hometown of Ridgefield, CT.
The New York, Housatonic & Northern was projected to run from a connection with the New York & Harlem at White Plains, NY to the Housatonic Railroad at Brookfield by way of Ridgefield and Danbury. The section from Danbury to Brookfield was actually built and in fact still exists; White Plains to Danbury was graded in parts but construction was halted because (IIRC) of the Panic of 1873 and never resumed.
There was another project that materialized around the turn of the 20th Century to build a line from Port Chester, NY to Danbury, by way of the Greenwich backcountry, Bedford NY, and Ridgefield. I know very little about this, other than that the grading is visible in places just west of Ridgefield Center. The local story-- which is likely completely apocryphal-- held that construction was halted at the behest of Pierpont Morgan himself as he spent time in Ridgefield during the summers, knew local landowners, and didn't want the town spoiled by development.